+15.4%
VRTX vs MSTU
-89.5%
+104.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +0.9% |
| 7D | -2.1% | -4.3% | +2.2% | -2.1% |
| 30D | +8.2% | -34.6% | +42.8% | +8.9% |
| 3M | +13.0% | +39.0% | -26.0% | +11.2% |
| 6M | +27.9% | -70.5% | +98.4% | +29.2% |
| YTD | +20.7% | -68.6% | +89.3% | +20.1% |
| 1Y | +31.4% | -88.6% | +120.1% | +32.1% |
| All | +15.4% | -89.5% | +104.9% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling